Double click setup-couchdb-1.0.1.exe and install CouchDB. You will go through the following screen shots.If you are installing CouchDB for occasional use you may choose not to install CouchDB as a service.

Now you can click on install and install the Database. After installation you have to start the CouchDB server. For doing that go to the program menu in Windows (Start -> All Programs -> Apache CoucheDB)You will see the CouchDB DOS prompt followed by the Erlang Emulator Version 5.8.

You can download the cURL application (curl-7.21.3-ssl-sspi-zlib-static-bin-w32.zip) from the website mentioned above (more about cURL is here http://curl.haxx.se/). After downloading the application unzip the application and you can start using cURL by going to the unzipped folder in DOS mode. You can execute the same command in the DOS mode to interact with CouchDB as shown below,Now head over to http://guide.couchdb.org/draft/tour.html and start using CouchDB in Windows.

Optional:I would suggest you to go ahead and install LoveSeat, a very nice interface for CouchDB. An introduction for LoveSeat can be found here.